Elves, in all mythologies, are a highly developed race with its own hierarchy and state structure. The same applies to dwarves. Vampires... in the game, they are only found in Necropolises and live there...
Although, let's be logical. Vampires in Heroes 5 are necromancers who are essentially suicidal. Right? Whose castle is the Necropolis? Necromancers'. Therefore, the Necropolis is the castle of vampires!))
And to come up with a castle for just necromancer-suicides... Doesn't that sound absurd to you?!
There's no point in talking about other games, since we're playing Heroes 5. Although in other games or movies, etc., vampires usually don't have any kind of state, only a relatively small society.